Pages that link to "Item:Q2564703"

The following pages link to Sample quantiles of stochastic processes with stationary and independent ents (Q2564703):

Displayed 5 items.

• Statistical options: crash resistant financial contracts based on robust estimation (Q871038) ‎ (← links)
• On the quantiles of Brownian motion and their hitting times (Q1767480) ‎ (← links)
• Distribution tails of sample quantiles and subexponentiality (Q1805774) ‎ (← links)
• Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682) ‎ (← links)
• A note on the α-quantile option (Q4551190) ‎ (← links)